The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets
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- Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N., 2009. "Flight-to-quality and asymmetric volatility responses in US Treasuries," Global Finance Journal, Elsevier, vol. 19(3), pages 252-267.
- M. D. Racine & Lucy F. Ackert, 2000.
"Time-Varying Volatility In Canadian And U.S. Stock Index And Index Futures Markets: A Multivariate Analysis,"
Journal of Financial Research,
Southern Finance Association;Southwestern Finance Association, vol. 23(2), pages 129-143, June.
- Racine, M D & Ackert, Lucy F, 2000. "Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(2), pages 129-143, Summer.
- Marie D. Racine & Lucy F. Ackert, 1998. "Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," FRB Atlanta Working Paper 98-14, Federal Reserve Bank of Atlanta.
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